scholarly journals Determining the optimal window length of the time-varying copula parameter: a simulation study

2021 ◽  
Vol 1821 (1) ◽  
pp. 012013
Author(s):  
Atina Ahdika ◽  
Dedi Rosadi ◽  
Adhitya Ronnie Effendie ◽  
Gunardi
Keyword(s):  
Simulation Study ◽  
Time Varying ◽  
Window Length ◽  
Copula Parameter ◽  
Optimal Window

scholarly journals Time-Varying Window Length for Correlation Forecasts

Econometrics ◽  
2017 ◽  
Vol 5 (4) ◽  
pp. 54
Author(s):  
Yoontae Jeon ◽  
Thomas McCurdy
Keyword(s):  
Time Varying ◽  
Window Length

scholarly journals Estimating the Gumbel-Barnett copula parameter of dependence

2018 ◽  
Vol 41 (1) ◽  
pp. 53-73 ◽  
Author(s):  
Jennyfer Portilla Yela ◽  
José Rafael Tovar Cuevas
Keyword(s):  
Maximum Likelihood ◽  
Simulation Study ◽  
Bayesian Methods ◽  
Prior Distribution ◽  
Empirical Evaluation ◽  
Bayesian Estimator ◽  
Dependence Structure ◽  
Type I ◽  
Copula Parameter

In this paper, we developed an empirical evaluation of four estimation procedures for the dependence parameter of the Gumbel-Barnett copula obtained from a Gumbel type I distribution. We used the maximum likelihood, moments and Bayesian methods and studied the performance of the estimates, assuming three dependence levels and 20 different sample sizes. For each method and scenario, a simulation study was conducted with 1000 runs and the quality of the estimator was evaluated using four different criteria. A Bayesian estimator assuming a Beta(a,b) as prior distribution, showed the best performance regardless the sample size and the dependence structure.

scholarly journals A Time-Varying Connectivity Analysis from Distributed EEG Sources: A Simulation Study

2018 ◽  
Vol 31 (5) ◽  
pp. 721-737 ◽  
Author(s):  
Eshwar G. Ghumare ◽  
Maarten Schrooten ◽  
Rik Vandenberghe ◽  
Patrick Dupont
Keyword(s):  
Simulation Study ◽  
Time Varying ◽  
Connectivity Analysis

PID PARAMETERS OPTIMIZATION USING PSO TECHNIQUE FOR NONLINEAR ELECTRO HYDRAULIC ACTUATOR

2015 ◽  
Vol 77 (28) ◽  
Author(s):  
Siti Marhainis Othman ◽  
Mohd Fua’ad Rahmat ◽  
Sahazati Md. Rozali ◽  
Sazilah Salleh
Keyword(s):  
Particle Swarm Optimization ◽  
Simulation Study ◽  
Pid Control ◽  
Parameters Optimization ◽  
Model Parameters ◽  
Time Varying ◽  
Proportional Integral Derivative ◽  
Hydraulic Actuator ◽  
Swarm Optimization ◽  
Control Scheme

Electro-hydraulic actuator (EHA) system inherently suffers from uncertainties, nonlinearities and time- varying in its model parameters which cause the modeling and controller designs are more complicated. Proportional Integral Derivative (PID) control scheme has been proposed and the main problem with its application is to tune the parameters to its optimum values. This study will look into an optimization of PID parameters using particle swarm optimization (PSO). Simulation study has been done in Matlab and Simulink. 

scholarly journals Removal of Random Noise in Seismic Data by Time-varying Window-length Time-frequency Peak Filtering

2016 ◽  
Vol 64 (5) ◽  
pp. 1703-1714 ◽  
Author(s):  
Pengjun Yu ◽  
Yue Li ◽  
Hongbo Lin ◽  
Ning Wu
Keyword(s):  
Seismic Data ◽  
Random Noise ◽  
Time Varying ◽  
Window Length ◽  
Time Frequency ◽  
Frequency Peak
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